Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.646397 0.729438 0.823512 0.938915 1.077964 1.241789 1.451961
2024-12-15 00:00:00+00:00 0.564013 0.670337 0.800095 0.973116 1.202554 1.503644 1.941715
2024-12-22 00:00:00+00:00 0.515565 0.638349 0.797454 1.024991 1.353248 1.829347 2.614150
2024-12-29 00:00:00+00:00 0.469943 0.600977 0.779149 1.049222 1.468309 2.133984 3.372356
2025-01-05 00:00:00+00:00 0.431641 0.567016 0.758712 1.064316 1.570620 2.446459 4.285104
2025-01-12 00:00:00+00:00 0.395136 0.530381 0.728313 1.057403 1.634143 2.710957 5.246592
2025-01-19 00:00:00+00:00 0.355023 0.483820 0.676779 1.007496 1.611743 2.807876 5.898373
2025-01-26 00:00:00+00:00 0.334886 0.464695 0.664711 1.020493 1.705316 3.167522 7.456769
2025-02-02 00:00:00+00:00 0.317915 0.448493 0.654978 1.035318 1.805158 3.578312 9.536564
2025-02-09 00:00:00+00:00 0.298415 0.426417 0.632979 1.024178 1.849058 3.874230 11.563324
2025-02-16 00:00:00+00:00 0.284315 0.411671 0.621563 1.030858 1.932688 4.309570 14.743836
2025-02-23 00:00:00+00:00 0.264216 0.385558 0.588049 0.989893 1.899392 4.405718 16.527686
2025-03-02 00:00:00+00:00 0.244767 0.359767 0.553916 0.945610 1.855086 4.472434 18.449465
2025-03-09 00:00:00+00:00 0.236802 0.352583 0.552177 0.967110 1.977253 5.135452 25.819116
2025-03-16 00:00:00+00:00 0.232374 0.350961 0.560202 1.010201 2.167586 6.169194 40.824938
2025-03-23 00:00:00+00:00 0.225110 0.343829 0.557201 1.028793 2.298001 7.085134 61.790126
2025-03-30 00:00:00+00:00 0.217595 0.335685 0.551459 1.040324 2.412504 8.042112 95.693378
2025-04-06 00:00:00+00:00 0.208480 0.324061 0.537914 1.031741 2.464217 8.756960 139.780356
2025-04-13 00:00:00+00:00 0.195789 0.305249 0.508794 0.982425 2.374816 8.668006 158.488757
2025-04-20 00:00:00+00:00 0.190327 0.299323 0.504970 0.994323 2.491096 9.869103 290.922621
2025-04-27 00:00:00+00:00 0.185419 0.294098 0.502102 1.008221 2.619897 11.330820 643.345911
2025-05-04 00:00:00+00:00 0.178533 0.284786 0.490099 0.997243 2.657424 12.239865 1290.242765
2025-05-11 00:00:00+00:00 0.173649 0.278969 0.484944 1.003535 2.762767 13.850796 4895.248696